Buscar
Mostrando ítems 1-10 de 407
Detrended fluctuation analysis as a complementary tool to asses Japanese quail locomotor behaviour in welfare related studies
(2013)
The work evaluates the organization and complexity of Japanese quail temporal pattern of locomotion in diverse welfare related experimental situations using Detrended Fluctuation Analysis (DFA). DFA provides information ...
A criterion for the determination of optimal scaling ranges in DFA and MF-DFA
(Elsevier Science, 2014-03)
We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis ...
Using Detrended Cross-Correlation Analysis in geophysical data
(Physica A: Statistical Mechanics and its Applications, 2013)
An effective TEC data detrending method for the study of equatorial plasma bubbles and traveling ionospheric disturbances
(American Geophysical Union, 2015-11-18)
Using a mechanical analogy of rolling a cylindrical barrel on a rough uneven surface, we developed a special method for detrending the GPS‐derived total electron content (TEC) data. This method is specifically designed to ...
How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis
(2013)
In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a ...
Detecting switching points using asymmetric detrended fluctuation analysis
(2012)
This work uses the concept of Asymmetric Detrended Fluctuation Analysis (A-DFA) to
investigate and characterize the occurrence of trend switching in financial series. A-DFA
introduces two new roughness exponents, H+ and ...
Using Detrended Cross-Correlation Analysis in geophysical data
(Physica A: Statistical Mechanics and its Applications, 2013)
Detrended cross correlation analysis (DCCA) is used to identify and characterize correlated
data obtained in drilled oil wells. The investigation is focused on different petro-physical
measurements within the same well, ...